Repligen Stock Market Value
| RGEN Stock | USD 167.39 0.49 0.29% |
| Symbol | Repligen |
Repligen Price To Book Ratio
Is Repligen's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Repligen. If investors know Repligen will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Repligen listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.93) | Earnings Share 0.27 | Revenue Per Share 10.892 | Quarterly Revenue Growth (0.17) | Return On Assets 0.006 |
The market value of Repligen is measured differently than its book value, which is the value of Repligen that is recorded on the company's balance sheet. Investors also form their own opinion of Repligen's value that differs from its market value or its book value, called intrinsic value, which is Repligen's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Repligen's market value can be influenced by many factors that don't directly affect Repligen's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Repligen's value and its price as these two are different measures arrived at by different means. Investors typically determine if Repligen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Repligen's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Repligen 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Repligen's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Repligen.
| 05/28/2023 |
| 05/22/2024 |
If you would invest 0.00 in Repligen on May 28, 2023 and sell it all today you would earn a total of 0.00 from holding Repligen or generate 0.0% return on investment in Repligen over 360 days. Repligen is related to or competes with Intuitive Surgical, Predictive Oncology, STAAR Surgical, Becton Dickinson, West Pharmaceutical, ResMed, and GlucoTrack. Repligen Corporation develops and commercializes bioprocessing technologies and systems for use in biological drug manuf... More
Repligen Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Repligen's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Repligen upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 12.32 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 4.52 |
Repligen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Repligen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Repligen's standard deviation. In reality, there are many statistical measures that can use Repligen historical prices to predict the future Repligen's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Repligen's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Repligen Backtested Returns
Repligen maintains Sharpe Ratio (i.e., Efficiency) of -0.0854, which implies the firm had a -0.0854% return per unit of risk over the last 3 months. Repligen exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Repligen's Risk Adjusted Performance of (0.07), coefficient of variation of (765.78), and Variance of 5.59 to confirm the risk estimate we provide. The company holds a Beta of 2.37, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Repligen will likely underperform. Repligen has an expected return of -0.2%. Please make sure to check Repligen total risk alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Repligen performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Repligen has average predictability. Overlapping area represents the amount of predictability between Repligen time series from 28th of May 2023 to 24th of November 2023 and 24th of November 2023 to 22nd of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Repligen price movement. The serial correlation of 0.47 indicates that about 47.0% of current Repligen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 198.59 |
Repligen lagged returns against current returns
Autocorrelation, which is Repligen stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Repligen's stock expected returns. We can calculate the autocorrelation of Repligen returns to help us make a trade decision. For example, suppose you find that Repligen has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Repligen regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Repligen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Repligen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Repligen stock over time.
Current vs Lagged Prices |
| Timeline |
Repligen Lagged Returns
When evaluating Repligen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Repligen stock have on its future price. Repligen autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Repligen autocorrelation shows the relationship between Repligen stock current value and its past values and can show if there is a momentum factor associated with investing in Repligen.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Repligen Correlation, Repligen Volatility and Repligen Alpha and Beta module to complement your research on Repligen. To learn how to invest in Repligen Stock, please use our How to Invest in Repligen guide.Note that the Repligen information on this page should be used as a complementary analysis to other Repligen's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Complementary Tools for Repligen Stock analysis
When running Repligen's price analysis, check to measure Repligen's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Repligen is operating at the current time. Most of Repligen's value examination focuses on studying past and present price action to predict the probability of Repligen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Repligen's price. Additionally, you may evaluate how the addition of Repligen to your portfolios can decrease your overall portfolio volatility.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |
Repligen technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.